Gudang Garam (Indonesia) Market Value

GGRM Stock  IDR 10,400  50.00  0.48%   
Gudang Garam's market value is the price at which a share of Gudang Garam trades on a public exchange. It measures the collective expectations of Gudang Garam Tbk investors about its performance. Gudang Garam is selling for 10400.00 as of the 16th of March 2025. This is a 0.48 percent up since the beginning of the trading day. The stock's last reported lowest price was 10325.0.
With this module, you can estimate the performance of a buy and hold strategy of Gudang Garam Tbk and determine expected loss or profit from investing in Gudang Garam over a given investment horizon. Check out Gudang Garam Correlation, Gudang Garam Volatility and Gudang Garam Alpha and Beta module to complement your research on Gudang Garam.
Symbol

Please note, there is a significant difference between Gudang Garam's value and its price as these two are different measures arrived at by different means. Investors typically determine if Gudang Garam is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gudang Garam's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Gudang Garam 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Gudang Garam's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Gudang Garam.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Gudang Garam on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Gudang Garam Tbk or generate 0.0% return on investment in Gudang Garam over 90 days. Gudang Garam is related to or competes with Hanjaya Mandala, Unilever Indonesia, PT Indofood, United Tractors, and Astra International. PT Gudang Garam Tbk produces and sells cigarettes in Indonesia and internationally More

Gudang Garam Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Gudang Garam's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Gudang Garam Tbk upside and downside potential and time the market with a certain degree of confidence.

Gudang Garam Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Gudang Garam's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gudang Garam's standard deviation. In reality, there are many statistical measures that can use Gudang Garam historical prices to predict the future Gudang Garam's volatility.
Hype
Prediction
LowEstimatedHigh
10,39910,40010,401
Details
Intrinsic
Valuation
LowRealHigh
9,3499,35011,440
Details
Naive
Forecast
LowNextHigh
9,9729,9739,975
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9,77611,40813,041
Details

Gudang Garam Tbk Backtested Returns

Gudang Garam Tbk holds Efficiency (Sharpe) Ratio of -0.25, which attests that the entity had a -0.25 % return per unit of risk over the last 3 months. Gudang Garam Tbk exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gudang Garam's Market Risk Adjusted Performance of (2.81), risk adjusted performance of (0.21), and Standard Deviation of 1.49 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gudang Garam's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gudang Garam is expected to be smaller as well. At this point, Gudang Garam Tbk has a negative expected return of -0.37%. Please make sure to check out Gudang Garam's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Gudang Garam Tbk performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.23  

Weak predictability

Gudang Garam Tbk has weak predictability. Overlapping area represents the amount of predictability between Gudang Garam time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gudang Garam Tbk price movement. The serial correlation of 0.23 indicates that over 23.0% of current Gudang Garam price fluctuation can be explain by its past prices.
Correlation Coefficient0.23
Spearman Rank Test0.35
Residual Average0.0
Price Variance161.6 K

Gudang Garam Tbk lagged returns against current returns

Autocorrelation, which is Gudang Garam stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Gudang Garam's stock expected returns. We can calculate the autocorrelation of Gudang Garam returns to help us make a trade decision. For example, suppose you find that Gudang Garam has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Gudang Garam regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Gudang Garam stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gudang Garam stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gudang Garam stock over time.
   Current vs Lagged Prices   
       Timeline  

Gudang Garam Lagged Returns

When evaluating Gudang Garam's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gudang Garam stock have on its future price. Gudang Garam autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Gudang Garam autocorrelation shows the relationship between Gudang Garam stock current value and its past values and can show if there is a momentum factor associated with investing in Gudang Garam Tbk.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Gudang Stock

Gudang Garam financial ratios help investors to determine whether Gudang Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Gudang with respect to the benefits of owning Gudang Garam security.